The guided tour of the museum will allow you to discover significant works of art by Gregorio Fernández, Pedro de Mena, Van der Hammen, Luca Giordano and many others. Most of it is obviously religious art, with impressive displays of the gory Spanish Catholic imaginery.

The church was substantially modified by Villanueva, who gave it a Neo-classical appearance. Next to it, the most impressive room in the complex contains, among hundreds of richly ornated reliquaries, the most priced treasure of the convent: the solidified blood of Saint Pantaleon.

With no available scientific explanation so far, that small amount of darkened, solid blood liquefies every 26 July in the evening, remaining in that state all through the 27th, which happens to be the day of the Saint Martyr. Only in very exceptional years, this wonder has not happened and these occasions have always been followed by terrible events, such as the break out of wars and epidemics.

Oddly enough, Saint Pantaleon's blood came originally from Naples, where a similar phenomenon occurs every year with the solidified blood of Saint Januarius, who also happened to die in A.D. 305, the same year as Saint Pantaleon.